The extensive LotR appendices, completed in 2004 with the Extended Edition of Return of the King, were also done in SD. At least they and EoD were 16:9. The Alien Quadrilogy making-ofs from right around that same time (2003/2004) were 4:3 and had to be both cropped and upscaled when they were carried over to the blu-ray in 2010.
Dangerous Days was made in 2007 but only released on a regular dvd across all of the various SKUs of Blade Runner released that year (even for the bd and hddvd). It’s 16:9 and looks like it could have been done at a higher resolution and then downscaled. I’m not sure if this was ever definitively answered, but it’s been ten years and the documentary was never released in hd.